+93.3%
QQQ vs FDS
-32.7%
+126.0%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.4% | +3.1% | 0.0% |
| 7D | +1.0% | -8.8% | +9.8% | +1.7% |
| 30D | -0.6% | -1.4% | +0.7% | -0.6% |
| 3M | +1.3% | +13.9% | -12.6% | -0.1% |
| 6M | +18.1% | +27.4% | -9.3% | +13.9% |
| YTD | +16.9% | -2.5% | +19.3% | +19.4% |
| 1Y | +24.0% | -23.8% | +47.8% | +36.9% |
| All | +93.3% | -32.7% | +126.0% | +114.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded FDS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling